Vse Corporation Stock Alpha and Beta Analysis
| VSEC Stock | USD 116.26 1.27 1.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VSE Corporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in VSE over a specified time horizon. Remember, high VSE's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to VSE's market risk premium analysis include:
Beta 0.21 | Alpha 0.38 | Risk 3.17 | Sharpe Ratio 0.13 | Expected Return 0.4 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
VSE |
VSE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VSE market risk premium is the additional return an investor will receive from holding VSE long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in VSE. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate VSE's performance over market.| α | 0.38 | β | 0.21 |
VSE expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of VSE's Buy-and-hold return. Our buy-and-hold chart shows how VSE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VSE Market Price Analysis
Market price analysis indicators help investors to evaluate how VSE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VSE shares will generate the highest return on investment. By understating and applying VSE stock market price indicators, traders can identify VSE position entry and exit signals to maximize returns.
VSE Return and Market Media
The median price of VSE for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 91.57 with a coefficient of variation of 13.42. The daily time series for the period is distributed with a sample standard deviation of 13.05, arithmetic mean of 97.22, and mean deviation of 11.8. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Adam Cohn of 23992 shares of VSE subject to Rule 16b-3 | 09/11/2024 |
2 | Acquisition by Eberhart Ralph E of 115 shares of VSE at 87.57 subject to Rule 16b-3 | 09/17/2024 |
3 | VSE announces acquisition of Kellstrom Aerospace | 10/15/2024 |
4 | Acquisition by John Cuomo of 6693 shares of VSE subject to Rule 16b-3 | 10/23/2024 |
5 | Acquisition by Johnson Lloyd Emerson of 1737 shares of VSE subject to Rule 16b-3 | 10/28/2024 |
6 | VSE Corp Shares Up 2.98 percent on Nov 5 | 11/05/2024 |
7 | VSE Corporation Announces Third Quarter 2024 Results | 11/06/2024 |
8 | VSE Corporation Stocks Shoot Up 37 percent But Its PE Still Looks Reasonable | 11/07/2024 |
9 | VSE Third Quarter 2024 Earnings EPS Beats Expectations | 11/08/2024 |
10 | Acquisition by Chad Wheeler of 2424 shares of VSE subject to Rule 16b-3 | 11/11/2024 |
11 | VSE Corps SWOT analysis aerospace firms stock soars on aviation growth | 11/13/2024 |
12 | VSE Corp Trading Down 2.44 percent on Nov 14 | 11/14/2024 |
| VSE dividend paid on 20th of November 2024 | 11/20/2024 |
13 | VSE Corporation Announces Relocation of Corporate Headquarters to Miramar, Florida | 11/21/2024 |
About VSE Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including VSE or other stocks. Alpha measures the amount that position in VSE Corporation has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.005788 | 0.005954 | 0.005657 | Price To Sales Ratio | 1.02 | 1.06 | 1.11 |
VSE Upcoming Company Events
As portrayed in its financial statements, the presentation of VSE's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, VSE's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of VSE's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of VSE. Please utilize our Beneish M Score to check the likelihood of VSE's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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VSE technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.